| How aggregate volatility-of-volatility affects stock returns
|
2018 |
Hollstein, Fabian |
| Hedge fund holdings and stock market efficiency
|
2018 |
Cao, Charles Q. |
| Long-horizon returns
|
2018 |
Fama, Eugene F. |
| Do hedge funds possess private information about IPO stocks? : evidence from post-IPO holdings
|
2018 |
Qian, Hong |
| A performance comparison of large-n factor estimators
|
2018 |
Chen, Zhuo |
| Nonlocal disadvantage : an examination of social media sentiment
|
2018 |
Giannini, Robert |
| Beta bubbles
|
2018 |
Jylhä, Petri |
| Aggregate tail risk and expected returns
|
2018 |
Chapman, David A. |
| Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
|
2018 |
Babaoğlu, Kadir |
| A general equilibrium model of the value premium with time-varying risk premia
|
2018 |
Chen, Andrew Y. |
| The cross-section of expected returns in the secondary corporate loan market
|
2017 |
Beyhaghi, Mehdi |
| Effects of team hierarchies on bond investing
|
2017 |
Massa, Massimo |
| Economic and financial determinants of credit risk premiums in the sovereign CDS market
|
2017 |
Doshi, Hitesh |
| Extended stock returns in response to S & P 500 index changes
|
2017 |
Patel, Nimesh |
| Transparency and liquidity in the structured product market
|
2017 |
Friewald, Nils |
| A spanning series approach to options
|
2017 |
Heston, Steven L. |
| Repo counterparty risk and on-/off-the-run treasury spreads
|
2017 |
Liu, Sheen |
| Speed of information diffusion within fund families
|
2017 |
Cici, Gjergji |
| Crowded positions: an overlooked systemic risk for central clearing parties
|
2017 |
Menkveld, Albert J. |
| Idiosyncratic risk innovations and the idiosyncratic risk-return relation
|
2016 |
Rachwalski, Mark |
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